Brent Trading Pty Ltd : Agric Seasonal Spread

Year-to-Date
10.65%
Apr Performance
-1.97%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.58%
Sharpe (RFR=1%)
1.02
CAROR
16.95%
Assets
$ 2.5M
Worst DD
-11.71
S&P Correlation
0.13

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Apr Qtr YTD 1yr 3yr 5yr 10yr Since
1/2014
Agric Seasonal Spread -1.97 12.86 10.65 43.89 67.94 140.85 - 215.18
S&P 500 5.24 16.22 14.93 48.22 63.01 106.89 - 139.70
+/- S&P 500 -7.21 -3.37 -4.28 -4.33 4.93 33.96 - 75.47

Strategy Description

Investment Strategy

The AGRIC SEASONAL SPREAD strategy aims to create profits through the seasonal based discretionary investment of futures spreads in agricultural markets. Spreads are selected according to supply and demand trends that are correlated to historical behaviour. The managers... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $6.00
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 3850 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 10.00%
4-12 Months 60.00%
1-3 Months 20.00%
1-30 Days 10.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Seasonal/cyclical
50.00%
Spreading/hedging
50.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Investment Strategy

The AGRIC SEASONAL SPREAD strategy aims to create profits through the seasonal based discretionary investment of futures spreads in agricultural markets. Spreads are selected according to supply and demand trends that are correlated to historical behaviour. The managers bring a combined experience of more than 60 years in the commodity spread market. Past performance is not indicative of future performance, but we believe our track record builds confidence. The investment manager may invest in any exchange traded commodity, although spreads are the main part of the business, the investment manager may at times hold open futures. There is no guarantee that the strategies will give a positive return and the investment manager does not give any assurance thereof. Strategies may last up to six months or more and typically will trade a year in advance. The investment manager does not intend or strive to read open future market direction. The investment manager does not trade options or sell for premium short options, but may trade them in an abnormal event to sustain stability.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
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Compound RoR:
Average RoR:
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Average Gain:
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Standard Deviation:
Worst Loss:
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Sharpe Ratio: (RF=1%)
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-11.71 7 3 10/1/2015 5/1/2016
-9.33 9 4 8/1/2017 5/1/2018
-7.40 2 1 2/1/2014 4/1/2014
-7.00 4 2 8/1/2016 12/1/2016
-7.00 7 2 8/1/2019 3/1/2020
-6.79 3 3 3/1/2015 6/1/2015
-6.03 1 1 5/1/2014 6/1/2014
-4.16 1 1 9/1/2020 10/1/2020
-3.65 3 6 10/1/2018 1/1/2019
-3.58 2 1 9/1/2014 11/1/2014
-2.03 1 1 6/1/2020 7/1/2020
-1.97 1 - 3/1/2021 4/1/2021
-1.96 1 1 12/1/2020 1/1/2021
-1.09 1 1 2/1/2017 3/1/2017
-0.15 1 1 4/1/2017 5/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
29.05 5 6/1/2018 10/1/2018
21.73 3 6/1/2016 8/1/2016
17.90 3 7/1/2014 9/1/2014
16.22 2 11/1/2020 12/1/2020
16.21 4 12/1/2014 3/1/2015
15.42 3 6/1/2017 8/1/2017
15.13 2 2/1/2021 3/1/2021
15.05 4 7/1/2015 10/1/2015
11.32 3 4/1/2020 6/1/2020
9.97 1 2/1/2014 2/1/2014
9.56 2 1/1/2017 2/1/2017
8.72 1 5/1/2014 5/1/2014
7.65 2 8/1/2020 9/1/2020
6.57 1 4/1/2017 4/1/2017
6.12 2 12/1/2015 1/1/2016
5.29 3 2/1/2018 4/1/2018
4.56 3 6/1/2019 8/1/2019
3.23 1 11/1/2016 11/1/2016
2.49 1 12/1/2018 12/1/2018
2.48 1 2/1/2019 2/1/2019
1.29 2 12/1/2019 1/1/2020
0.71 1 10/1/2017 10/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-11.71 4 2/1/2016 5/1/2016
-8.99 3 11/1/2017 1/1/2018
-7.40 2 3/1/2014 4/1/2014
-6.96 2 9/1/2016 10/1/2016
-6.79 3 4/1/2015 6/1/2015
-6.03 1 6/1/2014 6/1/2014
-5.77 1 11/1/2015 11/1/2015
-5.42 3 9/1/2019 11/1/2019
-5.28 1 5/1/2018 5/1/2018
-4.16 1 10/1/2020 10/1/2020
-3.58 2 10/1/2014 11/1/2014
-3.24 1 11/1/2018 11/1/2018
-3.17 1 12/1/2016 12/1/2016
-2.93 2 2/1/2020 3/1/2020
-2.84 1 1/1/2019 1/1/2019
-2.03 1 7/1/2020 7/1/2020
-1.97 1 4/1/2021 4/1/2021
-1.96 1 1/1/2021 1/1/2021
-1.12 3 3/1/2019 5/1/2019
-1.09 1 3/1/2017 3/1/2017
-0.81 1 9/1/2017 9/1/2017
-0.15 1 5/1/2017 5/1/2017
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.